Add more tests and docs

docs/src/apireference.md

@@ -734,10 +734,33 @@ Bridges.Constraint.add_all_bridges
 
 ### Objective bridges
 
+When an objective is set with [`set`](@ref), objective bridges
+allow to set a *bridged objective* to the underlying model that do not
+correspond to the objective set by the user. This equivalent formulation may add
+constraints (and possibly also variables) in the underlying model in addition
+to setting an objective function.
+
 ```@docs
 Bridges.Objective.AbstractBridge
 ```
 
+Below is the list of objective bridges implemented in this package.
+```@docs
+Bridges.Objective.SlackBridge
+Bridges.Objective.FunctionizeBridge
+```
+For each bridge defined in this package, a corresponding
+[`Bridges.Objective.SingleBridgeOptimizer`](@ref) is available with the same
+name without the "Bridge" suffix, e.g., `Slack` is a `SingleBridgeOptimizer`
+for the `SlackBridge`. Moreover, they are all added in the
+[`Bridges.LazyBridgeOptimizer`](@ref) returned by
+[`Bridges.full_bridge_optimizer`](@ref) as it calls
+[`Bridges.Objective.add_all_bridges`](@ref).
+```@docs
+Bridges.Objective.SingleBridgeOptimizer
+Bridges.Objective.add_all_bridges
+```
+
 ### Bridge interface
 
 A bridge should implement the following functions to be usable by a bridge optimizer:

src/Bridges/Objective/functionize.jl

@@ -24,6 +24,14 @@ function MOIB.set_objective_function_type(::Type{FunctionizeBridge{T}}) where T
     return MOI.ScalarAffineFunction{T}
 end
 
+# Attributes, Bridge acting as a model
+function MOI.get(bridge::FunctionizeBridge, ::MOI.NumberOfVariables)
+    return 0
+end
+function MOI.get(bridge::FunctionizeBridge, ::MOI.ListOfVariableIndices)
+    return MOI.VariableIndex[]
+end
+
 # No variables or constraints are created in this bridge so there is nothing to
 # delete.
 function MOI.delete(model::MOI.ModelLike, bridge::FunctionizeBridge) end

src/Bridges/Objective/slack.jl

@@ -28,7 +28,7 @@ function bridge_objective(::Type{SlackBridge{T, F, G}}, model::MOI.ModelLike,
         error("Set `MOI.ObjectiveSense` before `MOI.ObjectiveFunction` when",
               " using `MOI.Bridges.Objective.SlackBridge`.")
     end
-    constraint = MOIU.add_scalar_constraint(model, f, set)
+    constraint = MOIU.normalize_and_add_constraint(model, f, set)
     MOI.set(model, MOI.ObjectiveFunction{MOI.SingleVariable}(), fslack)
     return SlackBridge{T, F, G}(slack, constraint)
 end
@@ -54,6 +54,25 @@ function concrete_bridge_type(::Type{<:SlackBridge{T}},
     return SlackBridge{T, F, G}
 end
 
+# Attributes, Bridge acting as a model
+function MOI.get(bridge::SlackBridge, ::MOI.NumberOfVariables)
+    return 1
+end
+function MOI.get(bridge::SlackBridge, ::MOI.ListOfVariableIndices)
+    return [bridge.slack]
+end
+function MOI.get(bridge::SlackBridge{T, F}, ::MOI.NumberOfConstraints{F, S}) where {
+        T, F, S <: Union{MOI.GreaterThan{T}, MOI.LessThan{T}}}
+    return bridge.constraint isa MOI.ConstraintIndex{F, S} ? 1 : 0
+end
+function MOI.get(bridge::SlackBridge{T, F}, ::MOI.ListOfConstraintIndices{F, S}) where {
+        T, F, S <: Union{MOI.GreaterThan{T}, MOI.LessThan{T}}}
+    if bridge.constraint isa MOI.ConstraintIndex{F, S}
+        return [bridge.constraint]
+    else
+        return MOI.ConstraintIndex{F, S}[]
+    end
+end
 
 function MOI.delete(model::MOI.ModelLike, bridge::SlackBridge)
     MOI.delete(model, bridge.constraint)

src/Bridges/bridge_optimizer.jl

@@ -412,6 +412,9 @@ function MOI.get(b::AbstractBridgeOptimizer,
     for bridge in values(Constraint.bridges(b))
         _remove_bridged(list, bridge, attr)
     end
+    for bridge in values(Objective.bridges(b))
+        _remove_bridged(list, bridge, attr)
+    end
     return list
 end
 function MOI.get(b::AbstractBridgeOptimizer, attr::MOI.NumberOfVariables)
@@ -422,6 +425,9 @@ function MOI.get(b::AbstractBridgeOptimizer, attr::MOI.NumberOfVariables)
     for bridge in values(Constraint.bridges(b))
         s -= MOI.get(bridge, attr)
     end
+    for bridge in values(Objective.bridges(b))
+        s -= MOI.get(bridge, attr)
+    end
     return s
 end
 
@@ -446,6 +452,9 @@ function MOI.get(b::AbstractBridgeOptimizer,
     for bridge in values(Constraint.bridges(b))
         s -= MOI.get(bridge, attr)
     end
+    for bridge in values(Objective.bridges(b))
+        s -= MOI.get(bridge, attr)
+    end
     return s
 end
 function MOI.get(b::AbstractBridgeOptimizer, attr::MOI.ListOfConstraints)
@@ -569,6 +578,7 @@ function MOI.get(b::AbstractBridgeOptimizer,
 end
 function MOI.set(b::AbstractBridgeOptimizer, attr::MOI.ObjectiveSense,
                  value::MOI.OptimizationSense)
+    MOI.set(b.model, attr, value)
     if is_objective_bridged(b)
         if value == MOI.FEASIBILITY_SENSE
             _delete_objective_bridges(b)
@@ -578,7 +588,6 @@ function MOI.set(b::AbstractBridgeOptimizer, attr::MOI.ObjectiveSense,
             end
         end
     end
-    MOI.set(b.model, attr, value)
 end
 function _bridge_objective(b, BridgeType, func)
     bridge = Objective.bridge_objective(BridgeType, b, func)
@@ -588,7 +597,16 @@ function MOI.set(b::AbstractBridgeOptimizer,
                  attr::MOI.ObjectiveFunction,
                  func::MOI.AbstractScalarFunction)
     if is_objective_bridged(b)
+        # Clear objective function by setting sense to `MOI.FEASIBILITY_SENSE`
+        # first. This is needed if the objective function of `b.model` is
+        # `MOI.SingleVariable(slack)` where `slack` is the slack variable
+        # created by `Objective.SlackBridge`.
+        sense = MOI.get(b.model, MOI.ObjectiveSense())
+        MOI.set(b.model, MOI.ObjectiveSense(), MOI.FEASIBILITY_SENSE)
         _delete_objective_bridges(b)
+        if sense != MOI.FEASIBILITY_SENSE
+            MOI.set(b.model, MOI.ObjectiveSense(), sense)
+        end
     end
     if Variable.has_bridges(Variable.bridges(b))
         if func isa MOI.SingleVariable

src/Utilities/model.jl

@@ -357,7 +357,12 @@ end
 # Objective
 MOI.get(model::AbstractModel, ::MOI.ObjectiveSense) = model.sense
 MOI.supports(model::AbstractModel, ::MOI.ObjectiveSense) = true
-function MOI.set(model::AbstractModel, ::MOI.ObjectiveSense, sense::MOI.OptimizationSense)
+function MOI.set(model::AbstractModel{T}, ::MOI.ObjectiveSense,
+                 sense::MOI.OptimizationSense) where T
+    if sense == MOI.FEASIBILITY_SENSE
+        model.objectiveset = false
+        model.objective = zero(MOI.ScalarAffineFunction{T})
+    end
     model.senseset = true
     model.sense = sense
 end
@@ -922,7 +927,7 @@ macro model(model_name, ss, sst, vs, vst, sf, sft, vf, vft)
             model.senseset = false
             model.sense = $MOI.FEASIBILITY_SENSE
             model.objectiveset = false
-            model.objective = $SAF{T}(MOI.ScalarAffineTerm{T}[], zero(T))
+            model.objective = zero($MOI.ScalarAffineFunction{T})
             model.num_variables_created = 0
             model.variable_indices = nothing
             model.single_variable_mask = UInt8[]

test/Bridges/Objective/slack.jl

@@ -26,20 +26,24 @@ end
     MOIU.set_mock_optimize!(mock,
         (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
             MOI.OPTIMAL,
-            (MOI.FEASIBLE_POINT, [1.0, 2.0])
+            (MOI.FEASIBLE_POINT, [1.0, 2.0, 5.0])
         ),
         (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
             MOI.OPTIMAL,
-            (MOI.FEASIBLE_POINT, [1.0, 2.0])
+            (MOI.FEASIBLE_POINT, [1.0, 2.0, 7.0])
         ),
         (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
             MOI.OPTIMAL,
-            (MOI.FEASIBLE_POINT, [1.0, 2.0])
+            (MOI.FEASIBLE_POINT, [1.0, 2.0, 2.0])
         ),
         (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock,
             MOI.OPTIMAL,
-            (MOI.FEASIBLE_POINT, [1.0, 2.0])
+            (MOI.FEASIBLE_POINT, [1.0, 2.0, 7.0])
         )
     )
-    MOIT.solve_qp_edge_cases(mock, config)
+    MOIT.solve_qp_edge_cases(bridged_mock, config)
+    test_delete_objective(bridged_mock, 2, (
+        (MOI.ScalarQuadraticFunction{Float64}, MOI.GreaterThan{Float64}, 0),
+        (MOI.ScalarQuadraticFunction{Float64}, MOI.LessThan{Float64}, 0),
+    ))
 end

test/Bridges/utilities.jl

@@ -112,22 +112,23 @@ function test_delete_bridged_variables(
 end
 function test_delete_objective(
     m::MOIB.AbstractBridgeOptimizer, nvars::Int,
-    nocs::Tuple; used_bridges = 1)
+    list_num_constraints::Tuple; used_bridges = 1)
+    warn_incomplete_list_num_constraints(typeof(MOIB.Objective.root_bridge(MOIB.Objective.bridges(m))), list_num_constraints)
     function num_bridges()
         return length(MOIB.Objective.bridges(m))
     end
     start_num_bridges = num_bridges()
     @test MOI.get(m, MOI.NumberOfVariables()) == nvars
     @test length(MOI.get(m, MOI.ListOfVariableIndices())) == nvars
-    for noc in nocs
-        test_noc(m, noc...)
+    for num_constraints in list_num_constraints
+        test_num_constraints(m, num_constraints...)
     end
     MOI.set(m, MOI.ObjectiveSense(), MOI.FEASIBILITY_SENSE)
     @test MOI.get(m, MOI.ObjectiveSense()) == MOI.FEASIBILITY_SENSE
     @test num_bridges() == start_num_bridges - used_bridges
     @test MOI.get(m, MOI.NumberOfVariables()) == nvars
     @test length(MOI.get(m, MOI.ListOfVariableIndices())) == nvars
-    for noc in nocs
-        test_noc(m, noc...)
+    for num_constraints in list_num_constraints
+        test_num_constraints(m, num_constraints...)
     end
 end